a fast way to join NLA strips?
There is a menu option and keystroke Ctrl-g to create a Meta strip that groups multiple strips.

It sounds like you want to undo the splitting of a strip, but that same operation also has to have a defined behavior if the two strips selected were not originally split from the same source.  

The logic to detect that two strips were originally split from the same source would be non-trivial and have a fairly long set of test cases for a QA team to perform.